Data through close

XSW max pain, gamma exposure (GEX) & options open interest

As of close · rank #4132 by open interest · snapshot page

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XSW's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 151.85, net GEX is 44,117, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
197.93
prev 199.58
Gamma max
202.88
+2.5% from close
Delta neutral
168.31
-15.0% from close
Gamma neutral
151.85
-23.3% from close
Open interest
444
-0.4% vs prev
Contracts listed
67
47 calls · 29 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
160.00
-19.2% from close
2026-10-16
GEX flip
151.85
-23.3% from close
Net GEX
44,117
9,936,252 per 100k OI
Call wall
200.00
+1.0% from close
Put wall
195.00
-1.5% from close
Put/call OI
0.68
180 puts / 264 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
50.7
within trailing 52-week range
Front / back ATM IV
+27.3% / +28.4%
-1.0 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
2.0 pp
front-window smile convexity
Volume / open interest
0.01
6 contracts traded
Normalized net delta
0.308
option-holder convention
Modeled dealer delta
-0.300
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
40.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XSW closed 2.5% below its gamma max of 202.88. It is 15.0% above the delta neutral price of 168.31. Total open interest is 444, -0.4% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← NSSC (#4131) FBT (#4133) →

Questions people ask about XSW

Where is XSW's gamma max today?

As of Oct 2, 2026, the gamma max for XSW is 202.88, +2.5% from the 197.93 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is XSW above or below its delta neutral price?

XSW closed above delta neutral: 197.93 against a delta neutral price of 168.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XSW have?

444 contracts of open interest across 67 listed contracts on Oct 2, 2026, -0.4% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.